-65.5%
TEAM vs GAP
+5.8%
-71.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.0% |
| 7D | -19.7% | -9.3% | -10.4% | -17.8% |
| 30D | -26.6% | -5.5% | -21.1% | -25.7% |
| 3M | -1.1% | +3.5% | -4.5% | -2.5% |
| 6M | +74.6% | +0.7% | +73.9% | +71.0% |
| YTD | -6.0% | -13.4% | +7.4% | -5.6% |
| 1Y | -3.2% | -7.7% | +4.4% | -4.8% |
| 3Y | -13.5% | +74.4% | -88.0% | -37.9% |
| 5Y | -65.5% | +5.3% | -70.8% | -76.8% |
| All | -65.5% | +5.8% | -71.3% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling